+3,772.8%
SHOP vs TXT
+90.9%
+3,681.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.5% |
| 30D | -16.8% | +13.3% | -30.1% | -21.4% |
| 3M | -2.4% | -5.1% | +2.7% | -0.9% |
| 6M | +47.0% | -7.1% | +54.1% | +49.5% |
| YTD | -8.8% | -3.2% | -5.6% | -10.1% |
| 1Y | -6.3% | +2.3% | -8.6% | -9.8% |
| 3Y | +139.3% | +11.1% | +128.2% | +122.4% |
| 5Y | -12.1% | +10.0% | -22.1% | -18.0% |
| All | +3,772.8% | +90.9% | +3,681.9% | +3,669.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling